hi Miguel,
IOS XR stores the running configuration in a structured database. You can always check what were the recent changes and restore the configuration from a certain point in the past. So archiving the configuration on external devices is not really required on IOS XR.
If you nevertheless want to achieve this functionality you can automate the execution of "ftp://username:password@ftp-server-ip;VRF/directory/filename" command using EEM/Tcl. Search for "eem tcl xr" in your favourite Internet search engine and you'll find good sample scripts.
Regards,
Aleksandar